Design and Analysis of Experiments

09 - Non-normal data

Version 2.11

Felipe Campelo
http://orcslab.cpdee.ufmg.br/

Graduate Program in Electrical Engineering

Belo Horizonte
April 2015
 “Nothing has such power to broaden the mind
as the ability to investigate systematically and truly
all that comes under thy observation in life.”

Marcus Aurelius Antoninus Augustus

121 – 180
Roman emperor and stoic philosopher.

Image: http://www.yourbest100.com/people/top-100-philosophers/
Simple comparisons
Non-normal data

Up to this point, we have been using methods that rely on strong

distributional assumptions - particularly on the assumption of normality
- to perform inference on mean values;

The Central Limit Theorem allows this assumption to be relaxed in

some cases (e.g., large sample sizes, unimodal symmetrical
distributions, etc.);

However, scientists and engineers frequently have to deal with data

that does not conform with the normality assumption (relaxed or not) of
traditional t-tests.
Simple comparisons
Non-normal data

The most common strategies to deal with non-normal samples are:

Data transformation;

Rank-based methods;

Bootstrap-based methods;

Distribution-specific methods.

In this lecture we’ll introduce the first three approaches. The use of
distribution-specific methods (e.g., generalized linear models) will be
discussed in future versions of this course.
Data transformations
Main concepts

It is very common for phenomena to present behaviors that can be

characterized by distributions other than the normal;
Data transformations
Log transformation
Data transformations
Square root transformation
Data transformations
Other transformations
Rank-based methods
Main concepts
Rank-based methods
Inference on one median
Rank-based methods
Inference on two medians
Rank-based methods
Paired design
Bootstrap
Main concepts
Bootstrap
Confidence intervals
Bootstrap
Inference using bootstrap
Final remarks
Some considerations
Bibliography

Required reading
1

Recommended reading
1

2
About this material
Conditions of use and referencing

This work is licensed under the Creative Commons CC BY-NC-SA 4.0 license
(Attribution Non-Commercial Share Alike International License version 4.0).
http://creativecommons.org/licenses/by-nc-sa/4.0/

Please reference this work as:

Felipe Campelo (2015), Lecture Notes on Design and Analysis of Experiments.

Online: https://github.com/fcampelo/Design-and-Analysis-of-Experiments
Version 2.11, Chapter 9; Creative Commons BY-NC-SA 4.0.
@Misc{Campelo2015-01,
title={Lecture Notes on Design and Analysis of Experiments},
author={Felipe Campelo},
howPublished={\url{https://github.com/fcampelo/Design-and-Analysis-of-Experiments}},
year={2015},
note={Version 2.11, Chapter 9; Creative Commons BY-NC-SA 4.0.},
}